Event Detail

Event Type: 
Probability Seminar
Date/Time: 
Thursday, October 19, 2006 - 07:00
Location: 
Covell 221

Speaker Info

Abstract: 

Consider a simple Markov process on [0,T]. The occupation times were extensively studied in the case of T increasing to infinity. Here we develop a method of computing the distribution for occupation times when T is small via integral equations and integral transforms.